+187.6%
NUE vs FRSH
-72.5%
+260.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.6% | -6.6% | +6.0% | +0.2% |
| 30D | -4.6% | +2.1% | -6.7% | -5.0% |
| 3M | -0.3% | +29.0% | -29.3% | -4.0% |
| 6M | +51.9% | +48.6% | +3.3% | +42.7% |
| YTD | +60.0% | -2.9% | +62.9% | +58.5% |
| 1Y | +82.9% | -7.9% | +90.8% | +82.4% |
| 3Y | +66.0% | -46.5% | +112.5% | +74.3% |
| All | +187.6% | -72.5% | +260.1% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling